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  • Search: subject:"sequential importance sampling"
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Year of publication
Subject
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Sequential importance sampling 9 Sampling 4 Stichprobenerhebung 4 sequential importance sampling 4 Counting problem 3 Monte Carlo simulation 3 Monte-Carlo-Simulation 3 Relaxation 3 Dynamic Programming 2 Estimation theory 2 Markov chain Monte Carlo 2 Maximum likelihood estimation 2 Maximum-Likelihood-Schätzung 2 Random Graphs 2 Schätztheorie 2 Simulation 2 Statistical distribution 2 Statistische Verteilung 2 Vertex Cover 2 Accelerated path sampler 1 Accelerated sequential importance sampling 1 Ancestor sampling 1 Automated Monte Carlo EM algorithm 1 Bayes-Statistik 1 Bayesian inference 1 Binary data 1 Closed skew-normal distribution 1 Closed skew-t distribution 1 Completely random measure 1 Correlated Gaussian 1 Correlation 1 Discrete mixture 1 Doubly stochastic matrix 1 Dynamic Discrete Games 1 Dynamic Spillovers 1 Dynamic programming 1 Dynamical system 1 Dynamische Optimierung 1 Generic Pharmaceuticals 1 Gibbs sampler 1
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Online availability
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Undetermined 9 Free 7 CC license 1
Type of publication
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Article 10 Book / Working Paper 6
Type of publication (narrower categories)
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Working Paper 4 Arbeitspapier 2 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Non-commercial literature 2
Language
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Undetermined 10 English 6
Author
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Ridder, Ad 5 Botev, Zdravko 3 Vaisman, Radislav 3 Kleppe, Tore Selland 2 Mandjes, Michel 2 Beichl, Isabel 1 Botev, Zdravki I. 1 Botev, Zdravko I. 1 Chen, Yuguo 1 Cournède, P.-H. 1 Dinwoodie, Ian 1 Fishman, George 1 Gallant, A. Ronald 1 Genton, Marc G. 1 Grothe, Oliver 1 Ho, Man-Wai 1 Hong, Han 1 Khwaja, Ahmed 1 Kim, Hyoung-Moon 1 Kim, Sunggon 1 Liesenfeld, Roman 1 Malefaki, S. 1 Mallick, Bani K. 1 Ryu, Duchwan 1 Seo, Ye-Ji 1 Skaug, Hans Julius 1 Small, Dylan 1 Sullivan, Francis 1 Trevezas, S. 1
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Institution
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Duke University, Department of Economics 1 Tinbergen Instituut 1
Published in...
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Computational Statistics 2 Computational Statistics & Data Analysis 2 Discussion paper / Tinbergen Institute 2 Tinbergen Institute Discussion Paper 2 Annals of the Institute of Statistical Mathematics 1 Econometric reviews 1 Journal of Multivariate Analysis 1 Psychometrika 1 Risks : open access journal 1 Statistical Methods and Applications 1 Tinbergen Institute Discussion Papers 1 Working Papers / Duke University, Department of Economics 1
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Source
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RePEc 10 ECONIS (ZBW) 4 EconStor 2
Showing 11 - 16 of 16
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Counting subsets of contingency tables
Fishman, George - In: Computational Statistics 29 (2014) 1, pp. 159-187
> </InlineEquation>. Additional comparison with sequential importance sampling estimates favors the latter for small dimensional tables …
Persistent link: https://www.econbiz.de/10010998521
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Mixtures of skewed Kalman filters
Kim, Hyoung-Moon; Ryu, Duchwan; Mallick, Bani K.; … - In: Journal of Multivariate Analysis 123 (2014) C, pp. 228-251
Normal state-space models are prevalent, but to increase the applicability of the Kalman filter, we propose mixtures of skewed, and extended skewed, Kalman filters. To do so, the closed skew-normal distribution is extended to a scale mixture class of closed skew-normal distributions. Some basic...
Persistent link: https://www.econbiz.de/10010718991
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Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling
Kleppe, Tore Selland; Skaug, Hans Julius - In: Computational Statistics & Data Analysis 56 (2012) 11, pp. 3105-3119
volatility process is developed. Two well known methods for evaluating the likelihood function, sequential importance sampling …
Persistent link: https://www.econbiz.de/10010617642
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On Bayes inference for a bathtub failure rate via S-paths
Ho, Man-Wai - In: Annals of the Institute of Statistical Mathematics 63 (2011) 4, pp. 827-850
Persistent link: https://www.econbiz.de/10009149891
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Polynomials for classification trees and applications
Dinwoodie, Ian - In: Statistical Methods and Applications 19 (2010) 2, pp. 171-192
Persistent link: https://www.econbiz.de/10008486570
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Exact tests for the rasch model via sequential importance sampling
Chen, Yuguo; Small, Dylan - In: Psychometrika 70 (2005) 1, pp. 11-30
Persistent link: https://www.econbiz.de/10005603638
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